SRP Groupe SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.22% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1473 | 4.94 | |
| 0.1759 | 3.73 | |
| 0.2567 | 2.42 | |
| 2.6842 | 4.38 | |
| -4.1594 | -3.68 | |
| 2.4055 | 2.53 | |
| -1.8475 | -2.82 | |
| 1.2549 | 3.14 | |
| -0.4524 | -1.48 | |
| 0.5972 | 1.93 | |
| -0.7759 | -3.30 |
Estimation Period:
Oct 29, 2015 to Feb 6, 2026
Oct 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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